strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraAttack_20260113_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 180.01 125.74 -5.60 57.56 -5.60 46.40 -5.38 -81.30 -4.48
1 multin_zz1000_71001_barra_size_botG 180.01 125.74 -5.60 57.56 -5.60 46.40 -5.38 -81.30 -4.48
2 multin_zz1000_71001_barra_momentum_botG 123.36 69.09 -62.26 0.91 -62.26 -10.26 -62.03 -137.96 -61.13
3 multin_zz1000_71001_barra_residualvolatility_botG 107.67 53.40 -77.95 -14.78 -77.95 -25.95 -77.72 -153.65 -76.82
4 multin_zz1000_71001_barra_leverage_botG 103.13 48.86 -82.49 -19.32 -82.49 -30.49 -82.26 -158.18 -81.36
5 multin_zz1000_71001_barra_growth_botG 45.81 -8.46 -139.81 -76.64 -139.81 -87.81 -139.59 -215.51 -138.69
6 multin_zz1000_71001_barra_earningsyield_botG -12.56 -66.83 -198.17 -135.01 -198.17 -146.18 -197.95 -273.87 -197.05
7 multin_zz1000_71001_barra_btop_botG -54.57 -108.84 -240.19 -177.02 -240.19 -188.19 -239.96 -315.89 -239.06
8 multin_zz1000_71001_barra_beta_topG -83.33 -137.60 -268.94 -205.78 -268.95 -216.95 -268.72 -344.64 -267.82
9 multin_zz1000_71001_barra_liquidity_topG -102.23 -156.50 -287.85 -224.68 -287.85 -235.85 -287.62 -363.55 -286.72